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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nova Ltd. (NVMI) - NASDAQ Next Earnings Date: OS Estimate: Aug. 21, 2025 BO
OS Projected Window: Aug. 18, 2025 to Aug. 23, 2025
EVR: 3.1
Avg Daily Volume: 267,388    Market Cap: 5.4B
Sector: Technology    Short Interest: 5.64
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 8, 2025 BO 2.9 $200.72 @$200.00 $21.00
($200.72)
10.5% -12.05% O -6.95% I $186.75 $17.07
( $186.75 )
-18.71%
Feb. 13, 2025 BO 2.5 $245.43 @$250.00 $22.85
($245.43)
9.14% 18.11% O 9.6% O $269.00 $22.40
( $269.00 )
-1.97%
Nov. 7, 2024 BO 2.3 $191.31 @$190.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2024 BO 2.1 $181.12 @$180.00
Feb. 15, 2024 BO 2.0 $157.43 @$155.00
Nov. 9, 2023 BO 1.9 $101.59 @$100.00
Aug. 3, 2023 BO 1.8 $121.50 @$120.00
May 11, 2023 BO 1.9 $91.27 @$90.00
Feb. 15, 2023 BO 2.1 $91.12 @$90.00
Aug. 4, 2022 BO 2.1 $106.73 @$105.00

 
 
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